Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47391.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45993.36 Kr¶

PnL: ---------------------------------------> -895.21 Kr¶

DD now: ---------------------------------> -2.546 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:05:51.254031'

Anic Portfolio¶

Today¶

Return: -0.285 %¶

This Week¶

Return: -0.285 %¶

Total¶

Return: 55.149 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -1.120000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 -0.210000 778.400000 105.400000 15.660000 673.000000
Nordea Bank Abp 29 -0.230000 3506.680000 52.680000 1.530000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 -1.620000 401.800000 46.800000 13.180000 355.000000
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Resurs Holding 22 -0.400000 607.640000 33.640000 5.860000 573.999998
SAAB B 8 -0.350000 3408.000000 31.000000 0.920000 3377.000000
Corem Property Group B 59 -2.120000 600.620000 23.620000 4.090000 576.999999
Swedbank A 3 -0.310000 587.550000 23.550000 4.180000 564.000000
AcadeMedia 12 -0.620000 575.760000 18.760000 3.370000 557.000004
Intrum 4 -0.510000 545.200000 18.200000 3.450000 527.000000
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 -0.510000 585.000000 15.000000 2.630000 570.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.510000 557.120000 14.120000 2.600000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.280000 256.320000 10.320000 4.200000 246.000000
Creaspac SPAC 6 0.000000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -1.260000 534.000000 2.000000 0.380000 532.000000
Boozt 12 -1.080000 1652.400000 -1.600000 -0.100000 1653.999996
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
Handelsbanken A 5 -0.600000 537.000000 -9.000000 -1.650000 546.000000
International Petroleum Corp. 5 -1.310000 566.500000 -28.070000 -4.720000 594.565215
CTEK 13 -0.770000 505.700000 -28.300000 -5.300000 533.999999
Essity B 2 0.300000 536.000000 -38.000000 -6.620000 574.000000
Vivesto 1368 2.670000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.650000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 -0.930000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 -0.750000 1434.600000 -229.400000 -13.790000 1663.999992
Axfood 13 0.560000 3486.600000 -269.400000 -7.170000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45993.360000 -895.210000 -2.54557% 46888.564618

Updated:¶

'2023-01-30 09:06:04.928860'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶